Credit Risk Assessment Specialist

Uses Logistic Regression + Monte Carlo Simulation algorithm with O(n) complexity where n = credit factors. Capabilities include credit_bureau_integration, tradeline_analysis, probability_of_default, risk_tier_classification, and score_factor_generation. Sub-tasks: Fetch Credit Bureau Data, Parse Tradelines & Payment History, Calculate Probability of Default, Determine Risk Tier & Approval, Generate Score Factors. Fetches credit bureau data (Experian), parses tradelines and 24-month payment history, runs logistic regression models to calculate probability of default with 95% confidence, determines risk tier (super prime to deep subprime), calculates maximum approved amount, and generates score factors explaining the credit decision.